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subject:"Probability theory"
~person:"Monfort, Alain"
~subject:"Composite Likelihood"
~subject:"Zeitreihenanalyse"
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Probability theory
Composite Likelihood
Zeitreihenanalyse
Estimation theory
49
Schätztheorie
49
Theorie
19
Theory
19
Time series analysis
12
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Estimation
6
Identification
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Schätzung
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Schock
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Shock
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Risk premium
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Composite Pseudo-Likelihood
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Derivat
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3
Econometrics
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Induktive Statistik
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Lie Group
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Normalized Data
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Monfort, Alain
Phillips, Peter C. B.
96
Gao, Jiti
73
Koopman, Siem Jan
53
Johansen, Søren
43
Lütkepohl, Helmut
41
Teräsvirta, Timo
41
Franses, Philip Hans
39
Nielsen, Morten Ørregaard
38
Linton, Oliver
33
Kapetanios, George
32
Harvey, Andrew C.
29
Koop, Gary
29
Stock, James H.
29
Swanson, Norman R.
29
Pesaran, M. Hashem
28
Gouriéroux, Christian
27
Sibbertsen, Philipp
27
Engle, Robert F.
26
Lucas, André
26
Nelson, Daniel B.
26
Perron, Pierre
25
Taylor, Robert
25
Watson, Mark W.
25
Li, Degui
24
Maravall Herrero, Agustín
24
McAleer, Michael
23
Nielsen, Bent
23
Robinson, Peter M.
23
Brännäs, Kurt
22
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Peng, Bin
22
Xiao, Zhijie
22
Dong, Chaohua
21
Hassler, Uwe
21
Cavaliere, Giuseppe
20
Hendry, David F.
20
Blasques, Francisco
19
Caporale, Guglielmo Maria
19
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7
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Annals of economics and statistics
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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ECONIS (ZBW)
17
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1
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
2
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
3
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
4
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
5
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
6
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
7
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
8
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
9
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
10
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Saved in:
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